Ratio-based estimators for a change point in persistence

We study estimation of the date of change in persistence, from [Formula: see text] to [Formula: see text] or vice versa. Contrary to statements in the original papers, our analytical results establish that the ratio-based break point estimators of Kim [Kim, J.Y., 2000. Detection of change in persist...

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Detalles Bibliográficos
Autores principales: Halunga, Andreea G., Osborn, Denise R.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: North-Holland Pub. Co.] 2012
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3688333/
https://www.ncbi.nlm.nih.gov/pubmed/23805022
http://dx.doi.org/10.1016/j.jeconom.2012.05.024

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3688333/
https://www.ncbi.nlm.nih.gov/pubmed/23805022
http://dx.doi.org/10.1016/j.jeconom.2012.05.024

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